Installation from a released version

(1.7 is the most recent version at the time of this writing; you
might have downloaded another one.) This creates a
folder QuantLib-SWIG-1.7; enter it and configure QuantLib by
executing:

cd QuantLib-SWIG-1.7
./configure

Contrary to popular belief, working from a released tarball doesn't
require you to have SWIG installed. After configuration, you can just
run

make -C Python
sudo make -C Python install

There are a few of caveats to the above. The first
is that the ./configure command will need to
invoke quantlib-config (which was installed with
QuantLib) to find out what flags should be passed to the compiler and
linker; they will also include the additional include directories you
might have specified when you built QuantLib, so you'll be covered
even if you have, say, Boost in a non-standard place. This means
that quantlib-config must be in your path.

The second is that the call
to ./configure as written above will find the system
installation of Python. If you want to use a different one (for
instance because you installed Python 3, or you want to use an
Anaconda installation) you must pass the location of your chosen
Python interpreter to ./configure; for instance, if you
have Python 3 installed as /usr/local/bin/python3, you'll
have to run:

./configure PYTHON=/usr/local/bin/python3

The third is that, unfortunately, at this
time make install ignores any prefix you might pass
to ./configure and always installs to the default
location, which requires you to use sudo as I wrote
above. If you don't have admin rights, you'll have to look into
Python/Makefile and pass your prefix
to setup.py.

Of course, you'll also need the Python development files installed
(that is, python.h and so on). They might be available by
default; but if not, you'll have to figure out how to get them. On
Ubuntu, for instance, you would install them with:

sudo apt-get install python-dev

Similar packages should be available for most other
distributions.

Once you're done, you can try to run a few examples to check your
installation. To do this, you can simply execute:

make -C Python check

Installation from a git repository

If you want to compile from a checkout of a git repository (such as
the official one
at https://github.com/lballabio/quantlib-swig,
or a fork of it that you might have created) you'll need an additional
step at the beginning of the process. Before running
the ./configure script, you'll have to create it by
executing

./autogen.sh

To do this, you'll need automake, autoconf and libtool. Again,
they're packaged for most Linux distributions; on Ubuntu, you would
get them by running

sudo apt-get install automake autoconf libtool

After the execution of ./autogen.sh, the installation
proceeds as in the previous section. Note, though, that in this case
you'll need SWIG available; you can download and install it
from http://swig.org or, again, get it
packaged for your distribution. On Ubuntu, for instance, the
corresponding command would be

sudo apt-get install swig

Get QuantLib

Head to our download page to get the latest official
release, or check out the latest development version from our git repository.
QuantLib is also available in other
languages.